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Time-Consistent Strategies for the Generalized Multiperiod Mean-Variance Portfolio Optimization Considering Benchmark Orientation
Xiao, Helu, Ren, Tiantian, Zhou, ZhongbaoVolume:
7
Language:
english
Journal:
Mathematics
DOI:
10.3390/math7080723
Date:
August, 2019
File:
PDF, 428 KB
english, 2019